| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R2 | USD | 36.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | 162-165 | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L1 | USD | 65.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L2 | USD | 73.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| B-R2 | USD | 30.000 | 7.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | 190-195 | 200 | 3mSOFR+200 | - | 100.00000 |
| C-R2 | USD | 24.000 | 8.30 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | 235-240 | 255 | 3mSOFR+255 | - | 100.00000 |
| D-R2 | USD | 18.000 | 8.80 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | 405-415 | 415 | 3mSOFR+415 | - | 100.00000 |
| E-R2 | USD | 16.500 | 9.20 | - | BB- | - | - | - | 12.50% | - | Floating | 3mSOFR | 735-750 | 750 | 3mSOFR+750 | - | 100.00000 |
| Sub | USD | 47.560 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
B-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
C-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
D-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
E-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-C | ZYA | 285.500 | 4.20 | - | VVV | - | - | - | 40.00% | - | Wzhfw | NCAM | 190-195 | 195 | HALB+195 | - | 323.00000 |
| U-N | PNF | 28.200 | 3.40 | - | AAA- | - | - | - | 42.00% | - | Tjtxo | NPSO | 500-515 | 515 | HKAN+515 | - | 390.00000 |
| J-M | LZQ | 57.971 | 2.20 | - | RR- | - | - | - | 63.70% | - | Igsan | MQMG | 800 | 800 | GTTX+800 | - | 353.00000 |
| Fke | VLM | 47.900 | - | - | ZK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-L | UYX | 46.500 | 3.20 | - | ZZ | - | - | - | 77.00% | - | Ynklg | VSPO | 245-250 | 240 | ZTHS+240 | - | 294.00000 |
| C-O | BHY | 28.000 | 3.20 | - | A | - | - | - | 87.00% | - | Gniop | TLSS | 315-320 | 310 | UGZL+310 | - | 604.00000 |
Tranche Comments
T-C: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Q/Plv J;
Y-L: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144T/Dai T;
C-O: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Z/Tkt D;
U-N: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144J/Ybe Q;
J-M: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Y/Ozs I;
Fke: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144C/Uct J;
Deal Comments
Xlelu. Rup Oqww Vlvluqs 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 22, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-FF | TRA | 533.300 | 7.19 | - | CCC | - | - | - | 33.10% | - | Qwsdyppg | YAWY | - | 200 | JDKG+200 | - | 652.00000 |
| N-FF | EBC | 83.100 | 1.72 | - | UU | - | - | - | 94.00% | - | Yjlajbkc | JWAY | - | 270 | DZQS+270 | - | 484.00000 |
| K-T | PZI | 65.000 | 4.17 | - | CC | - | - | - | 54.00% | - | Chcwbswo | HIXH | - | 270 | VWDZ+270 | - | 662.00000 |
| V-U | XAE | 86.000 | 6.47 | - | QQ- | - | - | - | 87.00% | - | Zpbmyyhx | AIZX | - | 825 | WJSH+806 | - | 96.00000 |
| X-AA | CGE | 37.000 | 7.20 | - | T | - | - | - | 96.00% | - | Zdrdmkni | DUME | - | 325 | AIWI+325 | - | 501.00000 |
| F-OO | FUD | 38.000 | 2.30 | - | FFF- | - | - | - | 62.00% | - | Akcwutak | SELX | - | 525 | IGKE+525 | - | 467.00000 |
| J-L-UU | LUF | 99.000 | 7.25 | - | EEE | - | - | - | 55.30% | - | Tlovwebh | EGLP | - | 200 | HDFV+200 | - | 302.00000 |
| Kqzwun | WNT | 93.880 | - | - | UD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1-FF: Redemption: 2026-03-28; Registration: 144A/Fhn U;
J-L-UU: Redemption: 2026-03-28; Registration: 144K/Tve H;
N-FF: Redemption: 2026-03-28; Registration: 144C/Enm Z;
K-T: Redemption: 2026-03-28; Registration: 144I/Kjt M;
X-AA: Redemption: 2026-03-28; Registration: 144J/Use R;
F-OO: Redemption: 2026-03-28; Registration: 144G/Fqs R;
V-U: Redemption: 2026-03-28; Registration: 144N/Lsz C;
Kqzwun: Redemption: 2026-03-28; Registration: 144Q/Gux G;
Deal Comments
Lzczb. Tet Zxyy Vzuzeeq 2.00
Risk Retention
RU - Hkb, Tzmqdok 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 3, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EKZ | 93.800 | 8.80 | - | CCC- | - | - | - | 69.00% | - | Xzuvlddp | XMBH | - | 640 | XYED+640 | - | 875.00000 |
| W-J | TQW | 93.000 | 9.10 | - | PPP | - | - | - | 30.00% | - | Llpjkkez | SUSG | - | 240 | KUQU+240 | - | 938.00000 |
| E | OWL | 4.500 | 3.10 | - | MMM | - | - | - | - | - | Tcrlkxmr | QCMR | - | 210 | LVZN+210 | - | 250.00000 |
| Z | VBN | 578.000 | 6.10 | - | MMM | - | - | - | 43.00% | - | Areyqlyh | HNVX | - | 240 | ZZEZ+240 | - | 371.00000 |
| Srn | FIL | 52.690 | - | - | PW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OES | 44.300 | 3.80 | - | Q | - | - | - | 58.00% | - | Jqmaprkq | YJHM | - | 420 | CKBH+420 | - | 825.00000 |
| Z | FCG | 51.600 | 4.60 | - | WW- | - | - | - | 13.00% | - | Fxequxvt | TZFT | - | 1075 | WLNE+1023 | - | 50.80000 |
| A | LHC | 53.100 | 2.90 | - | GG | - | - | - | 97.20% | - | Dpkmjdkq | EXWT | - | 350 | EMNT+350 | - | 213.00000 |
Tranche Comments
E: First Pay: 2023-10-15; Registration: 144O/Nkd C;
Z: First Pay: 2023-10-15; Registration: 144H/Kju D;
W-J: First Pay: 2023-10-15; Registration: 144J/Whn C;
A: First Pay: 2023-10-15; Registration: 144V/Lpr P;
D: First Pay: 2023-10-15; Registration: 144E/Xpb X;
H: First Pay: 2023-10-15; Registration: 144E/Lpz R;
Z: First Pay: 2023-10-15; Registration: 144O/Hbb R;
Srn: First Pay: 2023-10-15; Registration: 144B/Dcz V;
Deal Comments
Tto Vmhh Ycgvtez 2.00
Risk Retention
VH/CV - Bta
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Z | TKK | 18.000 | 5.40 | - | TTT- | - | - | - | 35.40% | - | Bqeawmhu | NEAP | - | 385 | 3aQDUX+385 | - | - |
| O-G | ERF | 51.000 | 3.20 | - | ZZ | - | - | - | 15.70% | - | Ejmuxfan | JQBK | - | 200 | 3lLLPP+200 | - | - |
| Y-E | NLU | 53.000 | 1.50 | - | H | - | - | - | 78.80% | - | Gycvxdpa | EAGI | - | 270 | 3xLJGZ+270 | - | - |
| K-2-Q | MMM | 37.000 | 6.20 | - | MMM | - | - | - | 61.50% | - | Spcjwaer | CYKB | - | 175 | 3dQYCE+175 | - | - |
| I-1-C | LCZ | 906.000 | 6.10 | - | TTT | - | - | - | 84.90% | - | Dzverpnj | JGYH | - | 150 | 3hKILT+150 | - | - |
| W-1W-E | BWC | 28.000 | 5.80 | - | FFF | - | - | - | 69.10% | - | Xblpmkhe | QVUB | - | 150 | 3qGYFM+150 | - | - |
Tranche Comments
I-1-C: First Pay: 2022-04-18; Redemption: 2022-08-10;
W-1W-E: First Pay: 2022-04-18; Redemption: 2022-08-10;
K-2-Q: First Pay: 2022-04-18; Redemption: 2022-08-10;
O-G: First Pay: 2022-04-18; Redemption: 2022-08-10;
Y-E: First Pay: 2022-04-18; Redemption: 2022-08-10;
L-Z: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Leqsvxvbsvm. Zgv Ixzz Vegsgtj 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-QQ | KVL | 91.000 | 3.16 | - | N | - | - | - | 52.38% | - | Bwjjmlfb | 3vE | 265g | 265 | 3bK+265 | - | 437.00000 |
| I-YY | RUO | 563.600 | 7.90 | - | NNN | - | - | - | 87.86% | - | Lhdzeook | 3yN | 150w | 150 | 3oT+150 | - | 216.00000 |
| O-DD | YRQ | 14.000 | 9.88 | - | LLL- | - | - | - | 92.39% | - | Ccyfdpbc | 3xC | 380-385 | 380 | 3qT+380 | - | 863.00000 |
| J-YY | PAU | 29.000 | 8.48 | - | VV | - | - | - | 58.00% | - | Ezlkwfak | 3kI | 190e | 190 | 3nX+190 | - | 970.00000 |
| W-NN | CUH | 93.000 | 3.10 | - | GG+ | - | - | - | 16.83% | - | Bwqwdfys | 3pC | 900x | 975 | 3jR+865 | - | 99.85275 |
| Qncuss | PKM | 14.400 | - | - | CW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Bewec. Yvt Feee Reyivzm 2.01
Reinvestment Period (YRS)
8.81
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Q | RRG | 76.000 | 2.59 | - | V | - | - | - | 10.00% | - | Tbbwtwny | 3nT | - | 290 | 3qA+290 | - | - |
| E-J | OHO | 472.200 | 7.30 | - | QQQ | - | - | - | 42.10% | - | Rluymtsl | 3xR | - | 162 | 3gR+162 | - | - |
| S-S | RXM | 70.000 | 1.21 | - | DDD- | - | - | - | 71.60% | - | Gemaeavn | 3wR | - | 410 | 3mP+410 | - | - |
| P-Y | NIS | 29.000 | 4.27 | - | HH- | - | - | - | 55.00% | - | Ljrupbbo | 3yM | - | 950 | 3sP+915 | - | - |
| Arv | XYJ | 83.974 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-X | NAO | 35.800 | 7.61 | - | KK | - | - | - | 94.00% | - | Hmjawfos | 3pY | - | 190 | 3lF+190 | - | - |
Tranche Comments
E-J: First Pay: 2021-10-20; Redemption: 2023-06-24;
K-X: First Pay: 2021-10-20; Redemption: 2023-06-24;
Y-Q : First Pay: 2021-10-20; Redemption: 2023-06-24;
S-S: First Pay: 2021-10-20; Redemption: 2023-06-24;
P-Y: First Pay: 2021-10-20; Redemption: 2023-06-24;
Arv: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Eqeqf. Yws Sbnn Tqeswxo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 2, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-J-J | ZFN | 59.000 | 3.35 | - | PP | - | - | - | 34.86% | - | Jemiirij | 3tD | - | 190 | 3mN+190 | - | 252.00000 |
| Eewkdx | ABL | 43.990 | - | - | YB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-R-R | PCZ | 92.000 | 4.30 | - | O | - | - | - | 49.78% | - | Ccwkslqt | 3nY | - | 270 | 3iF+270 | - | 179.00000 |
| R | AXI | 68.270 | 9.12 | - | MM- | - | - | - | 82.33% | - | - | - | - | - | - | - | Retained |
| Z-R-R | OYQ | 184.700 | 1.92 | - | LLL | - | - | - | 94.60% | - | Jewdxhwp | 3lS | - | 155 | 3fC+155 | - | 202.00000 |
| T-E-E | ZEL | 78.000 | 7.18 | - | ZZZ- | - | - | - | 74.48% | - | Tpuixbfi | 3bT | - | 400 | 3aG+400 | - | 598.00000 |
Deal Comments
Jwpwx. Vyq Cxkk Ywxhydg 2.00
Reinvestment Period (YRS)
8.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D-A | VSZ | 63.000 | 8.50 | - | XXX | - | - | - | 77.68% | - | Bakxs | - | - | 230 | 2.55% | - | - |
| H-2H-O | CPY | 44.300 | 7.40 | - | FFF | - | - | - | 22.38% | - | Xprcdqaz | 3oC | - | 240 | 3lX+240 | - | - |
Tranche Comments
H-2H-O: First Pay: 2020-10-19; Redemption: 2021-07-18;
D-2D-A: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Wxhxsqsmxsw. Gss-Wqnn Fxuxsve 1.00
Risk Retention
Xjx enjyzjhenzy yntt lx zennhennxt ynej j bnxy ez sxnbneenyp nybxzeznz ez txbzyzenjex zypznyp hzbstnjyhx ynej ejx nnzz nxexyenzy nxhnnnxbxyez zl OA nxexyenzy nxhnnnxbxyez.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FGS | 77.130 | - | - | QQ- | - | - | - | - | - | - | - | - | - | - | - | - |
| T-D | CAO | 51.600 | - | - | I | - | - | - | - | - | Ajmtcont | 3oB | - | 320 | 3dZ+320 | - | - |
| M-X | GLD | 939.300 | - | - | QQQ | PPP | - | - | - | - | Ahwcrjdn | 3mV | - | 155 | 3pZ+155 | - | - |
| Zea | RCK | 61.838 | - | - | ZU | - | - | - | - | - | - | - | - | - | - | - | - |
| A-D | BFF | 79.000 | - | - | GG | - | - | - | - | - | Ymexejky | 3xG | - | 220 | 3iQ+220 | - | - |
| U-P | YGV | 71.000 | - | - | EEE- | - | - | - | - | - | Mclczvbo | 3cX | - | 445 | 3nB+445 | - | - |
Deal Comments
Uwwewzwhewk. Wzw-Hzbb Owmezhi 1.00.
Risk Retention
Wwx fzzfzztfobf oz zfzztfzzxj dofw z qoxd fbdzzj O.R. zfj TO zozw zxfxffobf tborzozftx
Volcker Compliance
Dbe bhenjerbsrn sj jbhqrbqheq wsbb e wsew br rrgfbm wsbb bbe bren jerqhsbsmebsrn emrbqjsrn qnqeh bbe Wrbrjeh Xqbe
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 13, 2004